This paper proposes a mixed sensitivity H-infinity controller to deal with damping of inter-area oscillations with a HVDC inserted in a meshed AC grid. In this case, inter-area modes may be at higher frequencies, close to other modes of the system. The classic tuning methods of standard (IEEE) power oscillations damping controller may not give satisfactory results for dynamics. A robust controller which is effective under different operating conditions is required. The controller design has been carried out based on the H1 mixed-sensitivity formulation in a LMI framework with pole-placement constraints. Investigations with nonlinear model of the system were done to settle and validate the approach. The efficiency and robustness of the proposed controller are tested and compared with a standard IEEE controller and a Linear Quadratic Gaussian one.